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% This code generates a parameter structure for the case of EIS = 1
% All values are in quarterly values
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function I = param_EIS_1(nu)

I = param_Data;

%% Belief updating
I.nu = nu;                      %Learning gain

%% Log SDF coefficients
I.U_v = I.delta/(1-I.delta);
I.tmu_m = log(I.delta) - 0.5 * (1 - I.gamma)^2 * (I.U_v*I.nu + 1)^2 * (1 + I.nu) * I.sigma^2;
I.xi = (I.gamma + (I.gamma-1) * I.U_v * I.nu) * sqrt(1 + I.nu);

%% Check alpha bound
I.alpha_lb = 1/(((I.xi + sqrt(-2 * I.tmu_m)/I.sigma)/sqrt(1 + I.nu) - 1)/ (I.nu * (I.lambda - 1)));
if I.alpha <= I.alpha_lb
    error('Alpha is too small!!')
end

end